The "log me in each time I visit" option does not work. I have to log in each time. (It works at other sites like sudoku.com.)

This works most of the time for me, but using the admin interface means it forgets for the next visit.

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Also, the "unread messages" flag does not reset after I read a message. I need to leave the site and come back for that indicator to be correct.

I think this is likely a caching issue. Both your browser and your ISP keep copies of pages you have looked at before, and serve them to you without going back to the originating site (saves time and network traffic). The unread messages flag sometimes (but not always) updates for me when I force a reload of the page (hold "shift" and click reload in mozilla I think). The fact that this doesn't always work means I may not have diagnosed correctly!

I use Firefox and have to log in only once in awhile. Clicking "Reload" gets rid of the yellow flags that indicate new posts. However, if I don't click on the actual thread title, but just click on the little yellow flag that takes me to the first new post, then the "Reload" won't get rid of the yellow flags. In this case I have to click "Mark all forums read" on the forum index page.

Finally, it seems I always have to log in if I come to the forum from the main page that contains the puzzle, but mostly don't have to log in if I use my bookmark that goes directly to the forum.

There is an an occasional exception to the above which I can't figure out.